Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47604.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46209.24 Kr¶

PnL: ---------------------------------------> -679.33 Kr¶

DD now: ---------------------------------> -2.109 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 10:04:24.996063'

Anic Portfolio¶

This Week¶

Return: 0.154 %¶

Total¶

Return: 55.851 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2796.500000 160.500000 6.090000 2636.000010
Beijer Electronics Group 26 -1.000000 3104.400000 133.400000 4.490000 2971.000006
Corem Property Group B 59 1.560000 653.130000 76.130000 13.190000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.090000 424.600000 69.600000 19.610000 355.000000
HMS Networks 2 0.670000 716.800000 43.800000 6.510000 673.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Eastnine 4 1.110000 511.200000 20.200000 4.110000 491.000000
Nordea Bank Abp 29 0.690000 3473.040000 19.040000 0.550000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 1.670000 263.520000 17.520000 7.120000 246.000000
Intrum 4 1.650000 541.200000 14.200000 2.690000 527.000000
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
Norva24 Group 16 -0.120000 552.640000 9.640000 1.780000 543.000000
Coor Service Management Hold. 8 -0.950000 540.800000 8.800000 1.650000 532.000000
Essity B 2 0.660000 580.200000 6.200000 1.080000 574.000000
OEM International B 7 -0.520000 534.100000 6.100000 1.160000 527.999997
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Midsona B 63 -0.640000 588.420000 5.420000 0.930000 582.999984
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Handelsbanken A 5 0.370000 547.750000 1.750000 0.320000 546.000000
Resurs Holding 22 -1.620000 575.520000 1.520000 0.260000 573.999998
AcadeMedia 12 -0.600000 558.000000 1.000000 0.180000 557.000004
Boozt 12 -1.010000 1653.600000 -0.400000 -0.020000 1653.999996
Creaspac SPAC 6 -0.520000 576.000000 -1.000000 -0.170000 577.000002
Securitas B 6 0.620000 567.120000 -2.880000 -0.510000 570.000000
Swedbank A 3 -0.320000 559.200000 -4.800000 -0.850000 564.000000
CTEK 13 -0.850000 513.500000 -20.500000 -3.840000 533.999999
SAAB B 8 1.070000 3317.600000 -59.400000 -1.760000 3377.000000
International Petroleum Corp. 5 1.340000 527.500000 -67.070000 -11.280000 594.565215
Vivesto 1368 -0.360000 531.600000 -81.400000 -13.280000 612.999432
Sampo Oyj SDB 7 0.090000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 -0.940000 1520.100000 -143.900000 -8.650000 1663.999992
Axfood 13 -0.510000 3537.300000 -218.700000 -5.820000 3756.000001
Ovzon 52 2.430000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46211.590000 -676.980000 -2.10451% 46888.564618

Updated:¶

'2023-01-16 10:00:39.990392'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶